+1,054.2%
SMH vs D
+800.8%
+253.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -6.7% | +2.4% | -9.1% | -7.6% |
| 30D | -19.8% | +10.9% | -30.8% | -22.9% |
| 3M | -15.1% | +2.8% | -17.9% | -16.3% |
| 6M | -14.6% | +12.7% | -27.3% | -18.9% |
| YTD | +34.3% | +20.3% | +14.0% | +24.2% |
| 1Y | +35.2% | +17.1% | +18.1% | +26.0% |
| 3Y | +211.7% | +75.1% | +136.5% | +141.4% |
| 5Y | +240.5% | +13.1% | +227.3% | +208.3% |
| 10Y | +1,487.3% | +48.3% | +1,439.1% | +1,111.4% |
| All | +1,054.2% | +800.8% | +253.4% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling